NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
126.76 |
127.66 |
0.90 |
0.7% |
132.24 |
| High |
128.44 |
129.53 |
1.09 |
0.8% |
133.60 |
| Low |
124.87 |
125.42 |
0.55 |
0.4% |
124.87 |
| Close |
127.50 |
128.05 |
0.55 |
0.4% |
127.50 |
| Range |
3.57 |
4.11 |
0.54 |
15.1% |
8.73 |
| ATR |
3.85 |
3.86 |
0.02 |
0.5% |
0.00 |
| Volume |
116,807 |
85,407 |
-31,400 |
-26.9% |
563,100 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.00 |
138.13 |
130.31 |
|
| R3 |
135.89 |
134.02 |
129.18 |
|
| R2 |
131.78 |
131.78 |
128.80 |
|
| R1 |
129.91 |
129.91 |
128.43 |
130.85 |
| PP |
127.67 |
127.67 |
127.67 |
128.13 |
| S1 |
125.80 |
125.80 |
127.67 |
126.74 |
| S2 |
123.56 |
123.56 |
127.30 |
|
| S3 |
119.45 |
121.69 |
126.92 |
|
| S4 |
115.34 |
117.58 |
125.79 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.85 |
149.90 |
132.30 |
|
| R3 |
146.12 |
141.17 |
129.90 |
|
| R2 |
137.39 |
137.39 |
129.10 |
|
| R1 |
132.44 |
132.44 |
128.30 |
130.55 |
| PP |
128.66 |
128.66 |
128.66 |
127.71 |
| S1 |
123.71 |
123.71 |
126.70 |
121.82 |
| S2 |
119.93 |
119.93 |
125.90 |
|
| S3 |
111.20 |
114.98 |
125.10 |
|
| S4 |
102.47 |
106.25 |
122.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.60 |
124.87 |
8.73 |
6.8% |
5.04 |
3.9% |
36% |
False |
False |
102,356 |
| 10 |
135.49 |
124.87 |
10.62 |
8.3% |
4.41 |
3.4% |
30% |
False |
False |
106,699 |
| 20 |
135.49 |
118.28 |
17.21 |
13.4% |
3.78 |
3.0% |
57% |
False |
False |
73,634 |
| 40 |
135.49 |
105.79 |
29.70 |
23.2% |
3.35 |
2.6% |
75% |
False |
False |
46,374 |
| 60 |
135.49 |
97.33 |
38.16 |
29.8% |
3.34 |
2.6% |
81% |
False |
False |
34,662 |
| 80 |
135.49 |
90.37 |
45.12 |
35.2% |
3.04 |
2.4% |
84% |
False |
False |
27,272 |
| 100 |
135.49 |
84.33 |
51.16 |
40.0% |
2.78 |
2.2% |
85% |
False |
False |
22,463 |
| 120 |
135.49 |
84.33 |
51.16 |
40.0% |
2.53 |
2.0% |
85% |
False |
False |
19,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.00 |
|
2.618 |
140.29 |
|
1.618 |
136.18 |
|
1.000 |
133.64 |
|
0.618 |
132.07 |
|
HIGH |
129.53 |
|
0.618 |
127.96 |
|
0.500 |
127.48 |
|
0.382 |
126.99 |
|
LOW |
125.42 |
|
0.618 |
122.88 |
|
1.000 |
121.31 |
|
1.618 |
118.77 |
|
2.618 |
114.66 |
|
4.250 |
107.95 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.86 |
129.01 |
| PP |
127.67 |
128.69 |
| S1 |
127.48 |
128.37 |
|